Pages that link to "Item:Q4246301"
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The following pages link to Measures of dependence for the multivariate t distribution with applications to the stock market (Q4246301):
Displaying 8 items.
- Discrimination of observations into one of two elliptic populations based on monotone training samples (Q851235) (← links)
- An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications (Q1373381) (← links)
- A measure of total variability for the multivariate \(t\) distribution with applications to finance (Q1373382) (← links)
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs (Q2131147) (← links)
- Mathematical properties of the multivariate \(t\) distribution (Q2492711) (← links)
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716) (← links)
- Independent Component Analysis and Immunization: An Exploratory Study (Q4812333) (← links)
- Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions (Q5421539) (← links)